+336.7%
COP vs MSI
+664.3%
-327.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +4.4% | +3.2% | +1.2% | +2.9% |
| 30D | 0.0% | +17.6% | -17.6% | -7.0% |
| 3M | +15.0% | +14.5% | +0.5% | +8.1% |
| 6M | +22.0% | +34.3% | -12.2% | +6.1% |
| YTD | +55.3% | +39.7% | +15.6% | +31.2% |
| 1Y | +64.1% | +40.2% | +24.0% | +38.4% |
| 3Y | +34.1% | +77.1% | -43.1% | -1.5% |
| 5Y | +133.4% | +124.0% | +9.3% | +48.1% |
| All | +336.7% | +664.3% | -327.6% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling